CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9107 |
0.9135 |
0.0028 |
0.3% |
0.9140 |
| High |
0.9129 |
0.9140 |
0.0011 |
0.1% |
0.9140 |
| Low |
0.9107 |
0.9118 |
0.0011 |
0.1% |
0.9085 |
| Close |
0.9122 |
0.9125 |
0.0003 |
0.0% |
0.9107 |
| Range |
0.0022 |
0.0022 |
0.0000 |
0.0% |
0.0055 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
43 |
392 |
349 |
811.6% |
377 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9194 |
0.9181 |
0.9137 |
|
| R3 |
0.9172 |
0.9159 |
0.9131 |
|
| R2 |
0.9150 |
0.9150 |
0.9129 |
|
| R1 |
0.9137 |
0.9137 |
0.9127 |
0.9133 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9125 |
| S1 |
0.9115 |
0.9115 |
0.9123 |
0.9111 |
| S2 |
0.9106 |
0.9106 |
0.9121 |
|
| S3 |
0.9084 |
0.9093 |
0.9119 |
|
| S4 |
0.9062 |
0.9071 |
0.9113 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9246 |
0.9137 |
|
| R3 |
0.9221 |
0.9191 |
0.9122 |
|
| R2 |
0.9166 |
0.9166 |
0.9117 |
|
| R1 |
0.9136 |
0.9136 |
0.9112 |
0.9124 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9104 |
| S1 |
0.9081 |
0.9081 |
0.9102 |
0.9069 |
| S2 |
0.9056 |
0.9056 |
0.9097 |
|
| S3 |
0.9001 |
0.9026 |
0.9092 |
|
| S4 |
0.8946 |
0.8971 |
0.9077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9140 |
0.9085 |
0.0055 |
0.6% |
0.0022 |
0.2% |
73% |
True |
False |
136 |
| 10 |
0.9195 |
0.9085 |
0.0110 |
1.2% |
0.0025 |
0.3% |
36% |
False |
False |
139 |
| 20 |
0.9195 |
0.9085 |
0.0110 |
1.2% |
0.0022 |
0.2% |
36% |
False |
False |
116 |
| 40 |
0.9195 |
0.8999 |
0.0196 |
2.1% |
0.0022 |
0.2% |
64% |
False |
False |
83 |
| 60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0027 |
0.3% |
81% |
False |
False |
73 |
| 80 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0030 |
0.3% |
81% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9234 |
|
2.618 |
0.9198 |
|
1.618 |
0.9176 |
|
1.000 |
0.9162 |
|
0.618 |
0.9154 |
|
HIGH |
0.9140 |
|
0.618 |
0.9132 |
|
0.500 |
0.9129 |
|
0.382 |
0.9126 |
|
LOW |
0.9118 |
|
0.618 |
0.9104 |
|
1.000 |
0.9096 |
|
1.618 |
0.9082 |
|
2.618 |
0.9060 |
|
4.250 |
0.9025 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9123 |
| PP |
0.9128 |
0.9122 |
| S1 |
0.9126 |
0.9120 |
|